-91.0%
SNDQ vs MXL
+68.7%
-159.7%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -11.1% | +26.4% | +6.8% |
| 7D | +66.1% | -24.3% | +90.5% | +40.2% |
| 30D | +122.5% | -46.1% | +168.6% | +58.1% |
| 3M | +11.6% | -21.8% | +33.4% | +15.6% |
| 6M | -82.2% | -27.2% | -55.0% | -73.3% |
| All | -91.0% | +68.7% | -159.7% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MXL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling